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zeileis
ivreg:Instrumental-Variables Regression by '2SLS', '2SM', or '2SMM', with Diagnostics
Instrumental variable estimation for linear models by two-stage least-squares (2SLS) regression or by robust-regression via M-estimation (2SM) or MM-estimation (2SMM). The main ivreg() model-fitting function is designed to provide a workflow as similar as possible to standard lm() regression. A wide range of methods is provided for fitted ivreg model objects, including extensive functionality for computing and graphing regression diagnostics in addition to other standard model tools.
Maintained by Achim Zeileis. Last updated 2 months ago.
instrumental-variablesregression-diagnosticstwo-stage-least-squares-regression
20 stars 10.20 score 360 scripts 4 dependents
mrcieu
OneSampleMR:One Sample Mendelian Randomization and Instrumental Variable Analyses
Useful functions for one-sample (individual level data) Mendelian randomization and instrumental variable analyses. The package includes implementations of; the Sanderson and Windmeijer (2016) <doi:10.1016/j.jeconom.2015.06.004> conditional F-statistic, the multiplicative structural mean model Hernán and Robins (2006) <doi:10.1097/01.ede.0000222409.00878.37>, and two-stage predictor substitution and two-stage residual inclusion estimators explained by Terza et al. (2008) <doi:10.1016/j.jhealeco.2007.09.009>.
Maintained by Tom Palmer. Last updated 1 months ago.
instrumental-variableinstrumental-variablesmendelian-randomisationmendelian-randomizationmendelianrandomisationmendelianrandomization
19 stars 6.66 score 16 scripts